PortfoliosLab logo
TYL vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TYL and COST is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

TYL vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tyler Technologies, Inc. (TYL) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

12,000.00%13,000.00%14,000.00%15,000.00%16,000.00%17,000.00%NovemberDecember2025FebruaryMarchApril
11,579.43%
15,807.92%
TYL
COST

Key characteristics

Sharpe Ratio

TYL:

0.93

COST:

1.63

Sortino Ratio

TYL:

1.61

COST:

2.19

Omega Ratio

TYL:

1.20

COST:

1.30

Calmar Ratio

TYL:

1.05

COST:

2.08

Martin Ratio

TYL:

4.27

COST:

6.27

Ulcer Index

TYL:

5.94%

COST:

5.73%

Daily Std Dev

TYL:

27.44%

COST:

22.11%

Max Drawdown

TYL:

-90.10%

COST:

-53.39%

Current Drawdown

TYL:

-18.88%

COST:

-9.26%

Fundamentals

Market Cap

TYL:

$22.87B

COST:

$433.55B

EPS

TYL:

$6.61

COST:

$17.10

PE Ratio

TYL:

79.37

COST:

57.14

PEG Ratio

TYL:

2.73

COST:

5.82

PS Ratio

TYL:

10.44

COST:

1.64

PB Ratio

TYL:

6.44

COST:

16.95

Total Revenue (TTM)

TYL:

$2.19B

COST:

$264.09B

Gross Profit (TTM)

TYL:

$965.33M

COST:

$35.11B

EBITDA (TTM)

TYL:

$442.32M

COST:

$11.25B

Returns By Period

In the year-to-date period, TYL achieves a -9.02% return, which is significantly lower than COST's 6.76% return. Over the past 10 years, TYL has underperformed COST with an annualized return of 15.76%, while COST has yielded a comparatively higher 23.39% annualized return.


TYL

YTD

-9.02%

1M

-9.49%

6M

-13.41%

1Y

13.87%

5Y*

11.00%

10Y*

15.76%

COST

YTD

6.76%

1M

5.11%

6M

9.91%

1Y

34.53%

5Y*

28.48%

10Y*

23.39%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TYL vs. COST — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TYL
The Risk-Adjusted Performance Rank of TYL is 8282
Overall Rank
The Sharpe Ratio Rank of TYL is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of TYL is 8080
Sortino Ratio Rank
The Omega Ratio Rank of TYL is 7878
Omega Ratio Rank
The Calmar Ratio Rank of TYL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of TYL is 8585
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9191
Overall Rank
The Sharpe Ratio Rank of COST is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8888
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8888
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9494
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TYL vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyler Technologies, Inc. (TYL) and Costco Wholesale Corporation (COST). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for TYL, currently valued at 0.93, compared to the broader market-2.00-1.000.001.002.003.00
TYL: 0.93
COST: 1.63
The chart of Sortino ratio for TYL, currently valued at 1.61, compared to the broader market-6.00-4.00-2.000.002.004.00
TYL: 1.61
COST: 2.19
The chart of Omega ratio for TYL, currently valued at 1.20, compared to the broader market0.501.001.502.00
TYL: 1.20
COST: 1.30
The chart of Calmar ratio for TYL, currently valued at 1.05, compared to the broader market0.001.002.003.004.005.00
TYL: 1.05
COST: 2.08
The chart of Martin ratio for TYL, currently valued at 4.27, compared to the broader market-5.000.005.0010.0015.0020.00
TYL: 4.27
COST: 6.27

The current TYL Sharpe Ratio is 0.93, which is lower than the COST Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of TYL and COST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.93
1.63
TYL
COST

Dividends

TYL vs. COST - Dividend Comparison

TYL has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.36%.


TTM20242023202220212020201920182017201620152014
TYL
Tyler Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
0.36%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

TYL vs. COST - Drawdown Comparison

The maximum TYL drawdown since its inception was -90.10%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for TYL and COST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.88%
-9.26%
TYL
COST

Volatility

TYL vs. COST - Volatility Comparison

Tyler Technologies, Inc. (TYL) has a higher volatility of 13.51% compared to Costco Wholesale Corporation (COST) at 10.35%. This indicates that TYL's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.51%
10.35%
TYL
COST

Financials

TYL vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Tyler Technologies, Inc. and Costco Wholesale Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items